I'm a huge fan of using a neti pot. I really like it. I didn't buy a plastic store one, but a handmade porcelain one from the hippie market. It probably doubles as a bong.

I used to get sinus headaches all the time. Nasal sprays lose their effectiveness over time on me, and I don't want to be an nasal spay addict.

I only use the neti pot when a headache is coming on, and it clears me right up. My only advice is don't bother buying the premade packets. Just a spoon of sea salt works the same for me. I don't know if baking soda increases its effectiveness, but that should be cheap to buy separately as well.
Here's my thoughts on the neti pot:
Pros:*Natural: less drugs to have to take.
*Cheap: Buy a pot and use sea salt, the thing will last forever.
*Effective: Takes care of sinus problems right away, and you can use it as much as you want.
Cons:*It takes a while to get the hang of, and takes time to do; you need patience. If my sinus is really bad, I end up gagging on salt water while sitting for 15 minutes with my head tilted and a pot up my nose before I get my sinus cleared up. If i used it regularly, it would be a lot easier.
*Can give you an epic runny nose. keep kleenex handy.
*Not something you want to haul around and use in public.